+59.6%
SCHW vs OMC
+31.2%
+28.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.2% |
| 7D | -2.8% | -6.2% | +3.5% | -0.6% |
| 30D | -0.1% | -7.6% | +7.5% | +2.6% |
| 3M | +20.6% | +7.4% | +13.2% | +17.1% |
| 6M | +15.9% | +0.1% | +15.8% | +15.2% |
| YTD | +8.5% | +0.4% | +8.1% | +6.9% |
| 1Y | +17.8% | +7.8% | +10.1% | +12.2% |
| 3Y | +88.5% | +11.8% | +76.7% | +68.9% |
| All | +59.6% | +31.2% | +28.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling